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Regression modelEconometrics / time series

Bayesian NARDL: Nonlinear ARDL na Tathmini ya Bayesian

Bayesian NARDL inachanganya mfumo wa Nonlinear Autoregressive Distributed Lag (NARDL) wa Shin, Yu, na Greenwood-Nimmo (2014) na dhana ya nyuma ya Bayesian. Inatengeneza ushirikiano wa muda mrefu usio na ulinganifu — ikiruhusu mshtuko chanya na hasi kwa kirekebishaji kuwa na athari tofauti za usawa — huku ikijumuisha maarifa ya awali na kutoa usambazaji kamili wa nyuma kwa vigezo vyote, ikiwa ni pamoja na pengo la kutokuwa na ulinganifu.

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Vyanzo

  1. Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer. link
  2. Koop, G. (2003). Bayesian Econometrics. Wiley. ISBN: 978-0470845677

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Bayesian Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/sw/econometrics/bayesian-nardl

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ScholarGateBayesian NARDL (Bayesian Nonlinear Autoregressive Distributed Lag Model). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/bayesian-nardl · Seti ya data: https://doi.org/10.5281/zenodo.20539026